Mirror error compensation is usually employed to improve the machining precision of thin-walled parts. However, this zero-order method may result in inadequate error compensation, due to the time-varying cutting condition of thin-walled parts. To cope with this problem, an on-line first-order error compensation method is proposed for thin-walled parts. With this context, firstly, the time-varying cutting condition of thin-walled parts is defined with its in-process geometric and physical characteristics. Based on it, a first-order machining error compensation model is constructed. Then, during the process planning, the theory geometric and physical characteristic of thin-walled parts are respectively obtained with CAM software and structure dynamic modification method. After process performing, the real geometric characteristic of thin-walled parts is measured, and it is used to calculate the dimension error of thin-walled parts. Next, the error compensated value is evaluated based on the compensation model, from which, an error compensation plane is constructed to modify the tool center points for next process step. Finally, the machining error is compensated by performing the next process step. A milling test of thin-walled part is employed to verify the proposed method, and the experiment results shown that the proposed method can significantly improve the error compensation effect for low-stiffness structure, and thickness precision of thin-walled parts is improved by 71.4 % compared with the mirror error compensation method after machining.